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UoB-DSMP-2023-24
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dsmp-2024-group-ol2
dsmp-2024-group-ol2 created by GitHub Classroom
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Final Merge
#89
corvega
closed
6 months ago
0
Simulator/bid ask split
#88
JackDI1
closed
6 months ago
0
Evaluate XGBoost Model Performance
#87
JackDI1
opened
6 months ago
0
Evaluate LSTM Performance
#86
JackDI1
opened
6 months ago
0
Write up EDA
#85
JackDI1
opened
6 months ago
0
Write-up Trading Simulator Results
#84
JackDI1
opened
6 months ago
0
Trained and exported LSTM with evaluation metrics
#83
admrply
closed
6 months ago
0
Add Buy-Sell plot and Cash-Portfolio plot.
#82
JackDI1
closed
6 months ago
0
Model/lstm and clean dir
#81
admrply
closed
6 months ago
0
Modify the TradingSimulator class to take an XGBoost model and return…
#80
JackDI1
closed
6 months ago
0
Fit model and data to the simulator
#79
JackDI1
closed
6 months ago
0
Read through and edit current draft of the report
#78
JackDI1
opened
6 months ago
0
Continue Write-up of Report
#77
JackDI1
opened
6 months ago
0
adding approach for genetic trading
#76
corvega
closed
6 months ago
0
Basic Trading Simulator with a simple strategy.
#75
JackDI1
closed
6 months ago
0
Investigate Trading Simulators and Strategies
#74
JackDI1
closed
6 months ago
0
Investigate Trading Simulators and Strategies
#73
JackDI1
opened
6 months ago
0
Test Models for Mid-Price Predictions
#72
JackDI1
opened
6 months ago
0
Test LSTM for Mid-Price Predictions
#71
JackDI1
opened
6 months ago
0
Write-Up Data Pre-Processing with Dask
#70
JackDI1
opened
6 months ago
0
Run Feature Engineering on full set and upload to AWS
#69
JackDI1
opened
6 months ago
0
Add Normalisation to the Feature Engineering notebook
#68
JackDI1
opened
6 months ago
0
Combine features into a single dataframe, create a correlation matrix, apply normalization and noise reduction.
#67
JackDI1
closed
6 months ago
0
Adapt Random Forest Regressor baseline to take in the simplest features from the feature set.
#66
JackDI1
closed
6 months ago
0
Merging 2 feature engineering branches to allow combination of the code
#65
JackDI1
closed
6 months ago
0
Start mocking up slides for summative presentation
#64
JackDI1
opened
6 months ago
0
Begin Reading/Notes for Lit Review
#63
JackDI1
opened
6 months ago
0
Run Full EDA
#62
JackDI1
opened
6 months ago
0
Combine Features into one feature set
#61
JackDI1
closed
6 months ago
0
Check baseline model
#60
JackDI1
closed
6 months ago
0
Data/normalisation
#59
JackDI1
closed
6 months ago
0
Merge EDA Noise with Dev
#58
SamanthaStarling
closed
6 months ago
1
Investigate Normalization of features to ensure generalization
#57
JackDI1
closed
6 months ago
1
Support the use of Dask for EDA
#56
JackDI1
opened
7 months ago
0
Investigate a Baseline Model
#55
JackDI1
opened
7 months ago
0
Investigate a Baseline Model
#54
JackDI1
opened
7 months ago
0
Continue Feature Engineering
#53
JackDI1
opened
7 months ago
0
Continue Feature Engineering
#52
JackDI1
opened
7 months ago
0
feature engineering and pipeline implimentation
#51
corvega
closed
7 months ago
0
Data/convert to parquet dask and s3
#50
admrply
closed
7 months ago
1
Run EDA on full data set and write up findings
#49
JackDI1
opened
7 months ago
2
Create "Gold" labels for Classification of Mid-Price movement
#48
JackDI1
opened
7 months ago
0
Begin Developing Feature Set
#47
JackDI1
opened
7 months ago
0
Investigate how to deal with noise in the Mid-Price data
#46
JackDI1
opened
7 months ago
1
Research about model testing/ ML Ops
#45
JackDI1
opened
7 months ago
0
model testing pipeline
#44
corvega
closed
7 months ago
0
Help problem solve ARIMA
#43
JackDI1
closed
7 months ago
2
Create a standardized model pipeline file
#42
JackDI1
opened
7 months ago
0
Define Data Processing Outcome
#41
JackDI1
opened
7 months ago
0
Write Formative Report Overview with OverLeaf Template
#40
JackDI1
opened
7 months ago
1
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